Browsing by Subject "Generalized Pareto distribution"

Now showing items 1-5 of 5

    • Change point analysis in the generalized Pareto distribution 

      Mwelu, Susan; Waititu, A.G; Mwita, P.N (Machakos University, 2019-04)
      The general goal of data statistical analysis is to find a near perfect translation to reality such that minimal information is lost in the approximating model. In this paper change point problem is viewed as a model ...

    • Change point analysis in the generalized Pareto distribution 

      Mwelu, Susan; Waititu, A.G; Mwita, P.N (MksU Press, 2021-06)
      The general goal of data statistical analysis is to find a near perfect translation to reality such that minimal information is lost in the approximating model. In this paper change point problem is viewed as a model ...

    • Optimal threshold determination based on the meanexcess plot 

      Chukwudum, Queensley C.; Mwita, Peter; Mung’atu, Joseph K. (Taylor and Francis Group, 2019)
      Choosing a suitable threshold has been an issue in practice. Based on the mean excess plot (MEP), the eyeball inspection approach(EIA) is mainly used to determine the threshold. This involves fitting the threshold at the ...

    • Threshold Determination for Maximum Product of Spacing Methodology with Ties for Extreme Events 

      Murage, Peter G.; Mung’atu, Joseph K; Odero, Evelyne (MksU Press, 2021-06)
      Extreme events are defined as values of the event below or above a certain value called threshold. A well-chosen threshold helps to identify the extreme levels. Several methods have been used to determine threshold so ...

    • THRESHOLD DETERMINATION FOR MAXIMUM PRODUCT OF SPACING METHODOLOGY WITH TIES FOR EXTREME EVENTS 

      Murage, Peter G.; Mung’atu, Joseph K; Odero, Evelyne (Machakos University, 2019-04)
      Extreme events are defined as values of the event below or above a certain value called threshold. A well chosen threshold helps to identify the extreme levels. Several methods have been used to determine threshold ...